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Volumn 33, Issue 3, 2001, Pages 702-716

Calculation of noncrossing probabilities for poisson processes and its corollaries

Author keywords

Barrier options; Brownian motion and Brownian bridge; Curved boundaries; Empirical process; Extreme value distributions; Weighted Kolmogorov Smirnov statistics

Indexed keywords

APPROXIMATION THEORY; ASYMPTOTIC STABILITY; BOUNDARY CONDITIONS; BROWNIAN MOVEMENT; CALCULATIONS; CONVERGENCE OF NUMERICAL METHODS; PROBABILITY DISTRIBUTIONS; STATISTICS;

EID: 0035439009     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1005091361     Document Type: Article
Times cited : (25)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.